-7.1%
CMG vs SCCO
+101.5%
-108.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -2.1% | -2.7% | +0.6% | -1.8% |
| 30D | +10.9% | -0.7% | +11.6% | +10.8% |
| 3M | +15.8% | +8.1% | +7.8% | +14.4% |
| 6M | +6.9% | +4.1% | +2.8% | +5.1% |
| YTD | -2.2% | +41.1% | -43.3% | -10.5% |
| 1Y | -7.1% | +95.6% | -102.6% | -17.5% |
| All | -7.1% | +101.5% | -108.6% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling